| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3,910.0 |
3,960.0 |
50.0 |
1.3% |
4,045.0 |
| High |
3,977.5 |
4,057.0 |
79.5 |
2.0% |
4,054.0 |
| Low |
3,893.0 |
3,914.5 |
21.5 |
0.6% |
3,827.5 |
| Close |
3,902.5 |
4,002.5 |
100.0 |
2.6% |
3,929.5 |
| Range |
84.5 |
142.5 |
58.0 |
68.6% |
226.5 |
| ATR |
129.9 |
131.6 |
1.8 |
1.4% |
0.0 |
| Volume |
105,075 |
109,305 |
4,230 |
4.0% |
497,436 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,419.0 |
4,353.0 |
4,081.0 |
|
| R3 |
4,276.5 |
4,210.5 |
4,041.5 |
|
| R2 |
4,134.0 |
4,134.0 |
4,028.5 |
|
| R1 |
4,068.0 |
4,068.0 |
4,015.5 |
4,101.0 |
| PP |
3,991.5 |
3,991.5 |
3,991.5 |
4,008.0 |
| S1 |
3,925.5 |
3,925.5 |
3,989.5 |
3,958.5 |
| S2 |
3,849.0 |
3,849.0 |
3,976.5 |
|
| S3 |
3,706.5 |
3,783.0 |
3,963.5 |
|
| S4 |
3,564.0 |
3,640.5 |
3,924.0 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,616.5 |
4,499.5 |
4,054.0 |
|
| R3 |
4,390.0 |
4,273.0 |
3,992.0 |
|
| R2 |
4,163.5 |
4,163.5 |
3,971.0 |
|
| R1 |
4,046.5 |
4,046.5 |
3,950.5 |
3,992.0 |
| PP |
3,937.0 |
3,937.0 |
3,937.0 |
3,909.5 |
| S1 |
3,820.0 |
3,820.0 |
3,908.5 |
3,765.0 |
| S2 |
3,710.5 |
3,710.5 |
3,888.0 |
|
| S3 |
3,484.0 |
3,593.5 |
3,867.0 |
|
| S4 |
3,257.5 |
3,367.0 |
3,805.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,057.0 |
3,827.5 |
229.5 |
5.7% |
103.5 |
2.6% |
76% |
True |
False |
113,553 |
| 10 |
4,119.0 |
3,788.0 |
331.0 |
8.3% |
122.5 |
3.1% |
65% |
False |
False |
130,456 |
| 20 |
4,119.0 |
3,698.0 |
421.0 |
10.5% |
125.5 |
3.1% |
72% |
False |
False |
143,538 |
| 40 |
4,220.5 |
3,405.5 |
815.0 |
20.4% |
116.0 |
2.9% |
73% |
False |
False |
72,832 |
| 60 |
4,262.5 |
3,405.5 |
857.0 |
21.4% |
111.0 |
2.8% |
70% |
False |
False |
48,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,662.5 |
|
2.618 |
4,430.0 |
|
1.618 |
4,287.5 |
|
1.000 |
4,199.5 |
|
0.618 |
4,145.0 |
|
HIGH |
4,057.0 |
|
0.618 |
4,002.5 |
|
0.500 |
3,986.0 |
|
0.382 |
3,969.0 |
|
LOW |
3,914.5 |
|
0.618 |
3,826.5 |
|
1.000 |
3,772.0 |
|
1.618 |
3,684.0 |
|
2.618 |
3,541.5 |
|
4.250 |
3,309.0 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,997.0 |
3,993.0 |
| PP |
3,991.5 |
3,983.5 |
| S1 |
3,986.0 |
3,974.0 |
|